Cut bread into 12 wide strips. Whisk eggs and milk in a flat bowl. Season with salt and pepper. Soak the bread strips in it for about 30 minutes. Turn from time to time.
Heat the oil in a large frying pan. Fry the bread strips in it in portions on each side for 2-3 minutes until golden brown. Remove from the pan and let it cool down a little.
Whip the cream until stiff. Mix cream cheese and horseradish. Season to taste with salt and pepper. Fold in cream.
Spread the toast with horseradish cream and wrap with salmon. Tie together with chive straws. Rinse cress and cut from the bed. Arrange roast bread and sprinkle with cress and some horseradish.